Woah!
I meant in their habitats, domed cities or underground tunnels, not the entire surface of the Moon.
Still, terraforming the moon is not a new idea, but a little far off. There is ice at the poles in some of the permanently shadowed craters, so a moon base is possible. The real problem is the low gravity, which is not enough to prevent bone deterioration over time. So you wouldn’t want to live there permanently.